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~isPartOf:"Research in international business and finance"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Apergēs, Nikolaos"
~person:"Karmakar, Madhusudan"
~person:"Narayan, Paresh Kumar"
~person:"Su, Chi-Wei"
~subject:"ARCH-Modell"
~subject:"ARDL model"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Panel threshold cointegration"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Commentary"
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ARCH-Modell
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Apergēs, Nikolaos
Karmakar, Madhusudan
Narayan, Paresh Kumar
Su, Chi-Wei
Gupta, Rangan
26
Tiwari, Aviral Kumar
16
Gil-Alaña, Luis A.
14
Caporale, Guglielmo Maria
13
Ji, Qiang
9
Bouri, Elie
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Aboura, Sofiane
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Gozgor, Giray
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Lee, Cheng F.
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Miller, Richard A.
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4
Lien, Da-hsiang Donald
4
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4
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Research in international business and finance
Review of financial economics : RFE
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics letters
27
Applied economics
22
Economic modelling
17
Energy economics
16
Journal of international financial markets, institutions & money
14
International review of financial analysis
9
Defence and peace economics
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Finance research letters
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International review of economics & finance : IREF
7
Pacific-Basin finance journal
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Tourism economics : the business and finance of tourism and recreation
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of Asian economics
5
Applied financial economics
4
Atlantic economic journal : AEJ
4
International journal of economics
4
Japan and the world economy : international journal of theory and policy
4
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Technological forecasting & social change : an international journal
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4
Argumenta oeconomica
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy policy
3
International Journal of Energy Economics and Policy : IJEEP
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
Journal of banking & finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Spudai / University of Piraeus : journal of economics and business
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
3
Australian economic papers
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Economics letters
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European review of agricultural economics : ERAE
2
International journal of finance & economics : IJFE
2
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ECONIS (ZBW)
14
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1
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10
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14
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1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
Saved in:
3
Credit supply conditions and business cycles : new evidence from bank lending survey data
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Research in international business and finance
55
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013264738
Saved in:
4
Subjective well-being in housing purchasing : evidence with survey data from the UK housing residential market
Apergēs, Nikolaos
;
Hayat, Tasawar
;
Kadasah, Nasser A.
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 328-335
Persistent link: https://www.econbiz.de/10012297320
Saved in:
5
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
6
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
7
The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
Saved in:
8
Resurrecting the size effect : evidence from a panel nonlinear cointegration model for the G7 stock markets
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
23
(
2014
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10010442637
Saved in:
9
Spread determinants and the day-of-the-week effect
Narayan, Paresh Kumar
;
Mishra, Sagarika
;
Narayan, Seema
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 51-60
Persistent link: https://www.econbiz.de/10010468792
Saved in:
10
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
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